+262.2%
NVDX vs ALM
+909.2%
-647.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +7.7% | -11.8% | -5.3% |
| 7D | -24.7% | +1.2% | -26.0% | -25.0% |
| 30D | -48.2% | -19.3% | -28.8% | -46.4% |
| 3M | -51.9% | -40.6% | -11.2% | -48.1% |
| 6M | -55.6% | -57.9% | +2.3% | -50.4% |
| YTD | -41.5% | -6.7% | -34.8% | -39.7% |
| 1Y | -44.0% | +20.2% | -64.2% | -43.6% |
| 3Y | +262.2% | +879.4% | -617.2% | +262.4% |
| All | +262.2% | +909.2% | -647.0% | +262.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ALM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling